V-Lab
iShares 1-3 Year Treasury Bond ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, June 16th, 2025:2.04% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0198 | -7.87 | |
| 0.1530 | 32.45 | |
| 0.9948 | 2,013.79 | |
| 0.0003 | 0.07 |
Estimation Period:
Jul 26, 2002 to Jun 13, 2025
Jul 26, 2002 to Jun 13, 2025
News Impact Curve
Volatility Forecasts
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